+23.9%
FITB vs LTH
+46.4%
-22.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | -4.5% | -3.1% | -1.5% | -3.9% |
| 3M | +5.7% | +28.1% | -22.5% | -0.5% |
| 6M | +17.1% | +67.4% | -50.3% | +2.5% |
| YTD | +18.3% | +59.8% | -41.4% | +4.9% |
| 1Y | +23.9% | +45.6% | -21.7% | +6.2% |
| All | +23.9% | +46.4% | -22.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling